wilmott.com • corrletions of tranches

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corrletions of tranches

Posted: February 2nd, 2005, 9:19 pm

by J

Hey everyone,How can we do to evaluate corrlatons for two different tranches? Thank you,

corrletions of tranches

Posted: February 3rd, 2005, 11:27 pm

by prettyspecific

base correlation is one method

corrletions of tranches

Posted: February 4th, 2005, 5:47 pm

by Greenspoon

J,How did you get to become a Senior Member? Please search the forums.